Please try these troubleshooting steps as you are the first to report this issue.
Please try the following:
1) A different browser (note IE10 and FireFox are not supported)
2) Reboot the VM
3) Re-download the dataset
4) Remove and reinstall the VM
5) Re-download the VM and re-install
If none of these work, please post your question to the Sandbox Forums at http://hortonworks.com/community/forums/forum/hortonworks-sandbox/